Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174773.9422 | 1141816.0117 | 32957.9305 | 914000.3811 | 4872218.7946 | -3958218.4134 |
Total P&L (%) | 1174.7739 | 1141.816 | 32.9579 | 914.0004 | 4872.2188 | -3958.2184 |
Avg Daily Profit (%) | 0.6472 | 0.629 | 0.0182 | 0.1277 | 0.2154 | 0 |
Buy And Hold Return (%) | 596.9331 | 596.9331 | 596.9331 | 596.9331 | 596.9331 | 596.9331 |
Max Trade Drawdown | -162541 | -63339 | -148163 | -9771988 | -2377605 | -8261502 |
Profit Factor | 3.7707 | 9.3422 | 1.1148 | 1.0432 | 1.7756 | 0.7336 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 53.4483 | 44.8276 | 62.069 | 53.4483 | 44.8276 | 62.069 |
Ratio Avg Win / Avg Loss | 3.2841 | 11.4981 | 0.6813 | 0.9086 | 2.1853 | 0.4483 |
Largest Winning Trade | 804707 | 804707 | 74306 | 3497958 | 3497958 | 3112276 |
Largest Losing Trade | -70076 | -22803 | -70076 | -5953058 | -1188632 | -5953058 |
Avg Bars in Trades | 367 | 312 | 423 | 367 | 312 | 423 |
Avg Bars in Winners | 488 | 546 | 447 | 488 | 546 | 447 |
Avg Bars in Losers | 229 | 122 | 384 | 229 | 122 | 384 |
Bars Traded | 21342 | 9067 | 12275 | 21342 | 9067 | 12275 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167401 | 385065 | -428797 | -385832 | 340928 | -579268 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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